+447.0%
FSLR vs DLR
+168.0%
+279.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.7% |
| 7D | +0.2% | +2.9% | -2.6% | -0.8% |
| 30D | -15.1% | -1.2% | -14.0% | -14.9% |
| 3M | -22.5% | +2.9% | -25.5% | -23.8% |
| 6M | +4.0% | +6.7% | -2.7% | +1.0% |
| YTD | -22.3% | +23.9% | -46.1% | -28.9% |
| 1Y | 0.0% | +18.6% | -18.6% | -7.1% |
| 3Y | +10.9% | +59.7% | -48.8% | -8.8% |
| 5Y | +105.4% | +42.1% | +63.3% | +72.1% |
| 10Y | +447.0% | +176.7% | +270.3% | +255.4% |
| All | +447.0% | +168.0% | +279.0% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling